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~accessRights:"restricted"
~person:"Fabozzi, Frank J."
~person:"Kim, Jang Ho"
~subject:"Portfolio selection"
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Portfolio selection
Theorie
42
Theory
42
Portfolio-Management
26
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9
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8
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6
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portfolio construction
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26
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Fabozzi, Frank J.
Kim, Jang Ho
Escobar, Marcos
22
Wang, Ruodu
16
Forsyth, Peter A.
14
Wong, Wing Keung
14
Kwon, Roy H.
13
Prigent, Jean-Luc
13
Uppal, Raman
13
Yao, Haixiang
13
Lee, Cheng F.
12
Liang, Zongxia
12
Vanduffel, Steven
12
Zagst, Rudi
12
Bernard, Carole
11
Chen, Zhiping
11
Cui, Xiangyu
11
Kim, Woo Chang
11
Ledoit, Olivier
11
Li, Duan
11
Righi, Marcelo Brutti
11
Soner, Halil Mete
11
Tan, Ken Seng
11
Wolf, Michael
11
Wong, Hoi Ying
11
Auer, Benjamin R.
10
Capponi, Agostino
10
Chen, An
10
Dai, Min
10
Muhle-Karbe, Johannes
10
Dai, Zhifeng
9
Guan, Guohui
9
Jang, Bong-Gyu
9
Li, Zhongfei
9
Platanakis, Emmanouil
9
Post, Thierry
9
De Nard, Gianluca
8
Lee, Yongjae
8
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8
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8
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The journal of portfolio management : JPM
3
Applied economics
2
Finance research letters
2
Quantitative finance
2
The journal of asset management
2
The journal of fixed income : JFI
2
Analytical models for financial modeling and risk management
1
Applied economics letters
1
Computational economics
1
Frank J. Fabozzi Ser
1
Frank J. Fabozzi Series
1
Frank J. Fabozzi series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of forecasting
1
Journal of international money and finance
1
Journal of the Operational Research Society
1
Operations research letters
1
Risk management decisions and value under uncertainty
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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ECONIS (ZBW)
26
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1
The effects of errors in means, variances, and correlations on the mean-variance framework
Chung, Munki
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
; …
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1893-1903
Persistent link: https://www.econbiz.de/10013367960
Saved in:
2
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
3
Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong
;
Lee, Yongjae
;
Kim, Jang Ho
;
Kim, Woo Chang
- In:
Operations research letters
44
(
2016
)
4
,
pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
Saved in:
4
Equity style allocation : a nonparametric approach
Subbiah, Mohan
;
Fabozzi, Frank J.
- In:
The journal of asset management
17
(
2016
)
3
,
pp. 141-164
Persistent link: https://www.econbiz.de/10011485142
Saved in:
5
Index
-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan
;
Yu, Baimin
;
Lu, Zu-di
;
Fabozzi, Frank J.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
Saved in:
6
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
7
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
8
Mean-variance optimization for asset allocation
Kim, Jang Ho
;
Lee, Yongjae
;
Kim, Woo Chang
;
Fabozzi, …
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 24-40
Persistent link: https://www.econbiz.de/10012503361
Saved in:
9
Risk parity : the democratization of risk in asset allocation
Fabozzi, Francesco A.
;
Simonian, Joseph
;
Fabozzi, Frank J.
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 41-50
Persistent link: https://www.econbiz.de/10012503362
Saved in:
10
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
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